Downloading ^NDX...
================================================================================
NASDAQ-100  (1986 → 2026)
================================================================================

--- OVERALL (No Regime Filter) ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  57.7% │    +0.3%
  1 month later        │  62.7% │    +1.3%
  2 months later       │  66.5% │    +2.7%
  3 months later       │  69.8% │    +4.1%
  6 months later       │  74.3% │    +8.4%
  1 year later         │  81.7% │   +17.3%

--- ABOVE 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  60.3% │    +0.4%
  1 month later        │  67.8% │    +1.7%
  2 months later       │  73.8% │    +3.5%
  3 months later       │  78.7% │    +5.3%
  6 months later       │  89.1% │   +10.7%
  1 year later         │  89.1% │   +22.0%

--- BELOW 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  51.9% │    +1.5%
  1 month later        │  54.3% │    +6.8%
  2 months later       │  57.9% │   +15.1%
  3 months later       │  63.1% │   +25.9%
  6 months later       │  65.9% │   +56.3%
  1 year later         │  74.7% │  +128.1%



Downloading ^IXIC...
================================================================================
NASDAQ Composite  (1971 → 2026)
================================================================================

--- OVERALL (No Regime Filter) ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  57.8% │    +0.2%
  1 month later        │  61.6% │    +1.0%
  2 months later       │  64.0% │    +2.1%
  3 months later       │  65.6% │    +3.1%
  6 months later       │  69.9% │    +6.3%
  1 year later         │  75.9% │   +12.8%

--- ABOVE 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  61.4% │    +0.3%
  1 month later        │  68.0% │    +1.4%
  2 months later       │  72.0% │    +2.8%
  3 months later       │  75.9% │    +4.2%
  6 months later       │  87.4% │    +8.5%
  1 year later         │  86.1% │   +17.2%

--- BELOW 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  50.8% │    +0.9%
  1 month later        │  50.1% │    +3.8%
  2 months later       │  54.6% │    +7.8%
  3 months later       │  56.2% │   +12.0%
  6 months later       │  59.1% │   +26.1%
  1 year later         │  72.6% │   +59.5%


  NASDAQ 100  |  25,329.04  |  2026-02-25
  2,500,000 simulations across 5 models (worst-case ensemble)

                                  90%      95%      97%      99%  
  ────────────────────────────────────────────────────────────
  End of Week  (Feb 27)          24,573   24,385   24,189   23,660   ▼ downside
                                  -3.0%    -3.7%    -4.5%    -6.6%
                                 26,145   26,349   26,564   27,158   ▲ upside
                                  +3.2%    +4.0%    +4.9%    +7.2%

  End of Month (Feb 28)          24,573   24,385   24,190   23,643   ▼ downside
                                  -3.0%    -3.7%    -4.5%    -6.7%
                                 26,146   26,350   26,558   27,154   ▲ upside
                                  +3.2%    +4.0%    +4.9%    +7.2%

  End of Qtr   (Mar 31)          22,576   21,975   21,405   20,169   ▼ downside
                                 -10.9%   -13.2%   -15.5%   -20.4%
                                 29,329   30,300   31,019   32,762   ▲ upside
                                 +15.8%   +19.6%   +22.5%   +29.3%

============================================================
Hyperliquid XYZ100-USDC (Daily) + Nasdaq Index (NDX)
============================================================

[1] Fetching XYZ100 daily candles...
Fetching candles for xyz:XYZ100...
✓ Saved 136 candles -> xyz100_candles_daily.csv

[2] Fetching current funding...
  Funding: -0.0004%/hr (-3.9% APR)
  Mark: $25,325.00 | Oracle: $25,325.00
  Open Interest: 4,925.17

[3] Fetching Nasdaq Index (daily)...
✓ ^NDX fetched and aligned

[4] Plotting chart...
✓ Chart saved to xyz100_daily_ndx_overlay_and_spread.png
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Done.
YF.download() has changed argument auto_adjust default to True
   

🕒 LIVE MODE: Using latest data (2026-02-25)

============================================================
📊 CURRENT MARKET CONDITIONS
============================================================

📅 Time Period:
   Date:        2026-02-25 00:00:00
   Month:       2
   Quarter:     Q1
   Cycle Year:  Year2

💰 Price:
   Close:       $25,461.75

📏 Range Position (20D):
   Zone:        6 of 10 (50-60%)
   Position:    57.9%  [███████████░░░░░░░░░]
   Range:       $24,239.75 (low) — $26,349.00 (high)

🏔️ ATH Drawdown:
   Drawdown:    -3.05%
   Zone:        1 of 20 (Near ATH)

🌪️ Volatility (20D Range Width):
   Width%:     8.28%
   Zone:       12 of 20

📈 Moving Average Position:
    20 MA:      $25,213.81 (ABOVE ↑, +0.98%)
    50 MA:      $25,434.56 (ABOVE ↑, +0.11%)
   200 MA:      $24,186.80 (ABOVE ↑, +5.27%)

🎯 Trend Summary:
   Strong BULLISH - Price above all MAs
============================================================

🎯 SMART FILTER APPLIED:
   Latest data: 2026-02-25 00:00:00
   Current price: $25,461.75
   - 50 MA: ABOVE ↑ $25,434.56 (+0.1%)
   - 200 MA: ABOVE ↑ $24,186.80 (+5.3%)
   - Range Zone: 6 (50-60%) [Position: 57.9%] | Range: $24,239.75 - $26,349.00
   - ATH Drawdown Zone: 1/20 (DD: -3.0%)

🔴 Days Since 20D HIGH = 19 days (5 occurrences)
===============================================
Period  Count  Avg Return  Median  Win Rate  Best    Worst    Std Dev  68% Range         
-----------------------------------------------------------------------------------------
1D      4      0.07%       0.13%   50.0%     1.27%   -1.25%   1.13%    -1.06% to 1.21%   
2D      4      -0.60%      -0.49%  50.0%     1.25%   -2.66%   1.74%    -2.34% to 1.15%   
3D      4      -0.52%      -0.14%  50.0%     2.57%   -4.35%   3.06%    -3.58% to 2.54%   
5D      4      -2.22%      0.47%   50.0%     2.48%   -12.30%  6.82%    -9.04% to 4.60%   
7D      4      -1.29%      0.05%   50.0%     2.42%   -7.67%   4.54%    -5.83% to 3.26%   
10D     4      -1.13%      -0.14%  50.0%     2.16%   -6.42%   3.96%    -5.09% to 2.83%   
15D     4      -0.34%      0.11%   50.0%     4.25%   -5.83%   4.26%    -4.60% to 3.92%   
20D     4      0.78%       0.77%   50.0%     6.06%   -4.46%   4.46%    -3.67% to 5.24%   
30D     4      0.61%       3.28%   75.0%     6.63%   -10.73%  7.75%    -7.14% to 8.36%   
60D     4      4.79%       2.22%   100.0%    14.08%  0.63%    6.25%    -1.46% to 11.04%  
90D     3      9.97%       4.97%   100.0%    24.02%  0.92%    12.33%   -2.36% to 22.31%  


🟢 Days Since 20D LOW = 12 days (9 occurrences)
==============================================
Period  Count  Avg Return  Median  Win Rate  Best    Worst    Std Dev  68% Range         
-----------------------------------------------------------------------------------------
1D      8      0.58%       0.47%   62.5%     2.28%   -0.77%   1.22%    -0.64% to 1.79%   
2D      8      0.56%       0.56%   62.5%     4.18%   -3.26%   2.40%    -1.84% to 2.96%   
3D      8      0.74%       1.63%   87.5%     3.23%   -5.25%   2.61%    -1.87% to 3.35%   
5D      8      0.57%       0.76%   87.5%     4.88%   -5.15%   2.73%    -2.16% to 3.30%   
7D      8      0.86%       1.42%   75.0%     5.50%   -4.68%   2.86%    -2.00% to 3.72%   
10D     8      1.59%       1.82%   62.5%     7.79%   -4.84%   3.73%    -2.14% to 5.31%   
15D     8      2.59%       1.21%   75.0%     13.18%  -4.69%   5.34%    -2.76% to 7.93%   
20D     8      0.59%       2.67%   62.5%     6.31%   -11.48%  5.63%    -5.04% to 6.22%   
30D     8      0.98%       1.42%   50.0%     13.71%  -10.12%  7.50%    -6.52% to 8.47%   
60D     8      3.35%       4.54%   62.5%     11.54%  -6.11%   6.39%    -3.04% to 9.74%   
90D     8      5.18%       7.87%   75.0%     17.21%  -20.10%  11.83%   -6.65% to 17.01%  
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🏁 SIGNAL RANKING (sorted by action_score)
=========================================
Rank  Signal  Dir   n  Comp  Conf  Conf(dec)  Action  Size%  Hold  TP               SL                 
-------------------------------------------------------------------------------------------------------
1     LOW     LONG  8  10.0  54.3  54.3       5.43    5.432  1D    25763.4 (1.18%)  25152.24 (-1.22%)  

✅ TRADE DECISION:
GO LONG (LOW) | Size 5.432% | Hold 1D | TP 25,763.40 (+1.18%) | SL 25,152.24 (-1.22%)


✅ Analysis complete!
Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows  |  1985-10-01 → 2026-02-25
Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows  |  1985-10-01 → 2026-02-25
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Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows  |  1985-10-01 → 2026-02-25
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Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows  |  1985-10-01 → 2026-02-25
Current period: 2024-09-11 to 2026-02-25
Current cycle year: Year2
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======================================================================
  NASDAQ 100 (^NDX)
======================================================================
Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows  |  1985-10-01 → 2026-02-25

============================================================
BEST LINEAR REGRESSION FIT — Nasdaq 100
============================================================
Lookback Period: 4250 trading days
R² Score: 0.9846
P-Value: 0.00e+00

======================================================================
  S&P 500 (^GSPC)
======================================================================
Downloading ^GSPC data from Yahoo Finance...
Downloaded 24654 rows  |  1927-12-30 → 2026-02-25

============================================================
BEST LINEAR REGRESSION FIT — S&P 500
============================================================
Lookback Period: 4230 trading days
R² Score: 0.9809
P-Value: 0.00e+00

======================================================================
  SEMICONDUCTORS (SMH)
======================================================================
Downloading SMH data from Yahoo Finance...
Downloaded 6470 rows  |  2000-06-05 → 2026-02-25

============================================================
BEST LINEAR REGRESSION FIT — Semiconductors (SMH)
============================================================
Lookback Period: 3660 trading days
R² Score: 0.9758
P-Value: 0.00e+00
======================================================================
  GOLD (GC=F)
======================================================================
Downloading GC=F data from Yahoo Finance...
Downloaded 6395 rows  |  2000-08-30 → 2026-02-25

============================================================
BEST LINEAR REGRESSION FIT — Gold
============================================================
Lookback Period: 610 trading days
R² Score: 0.9637
P-Value: 0.00e+00
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============================================================
  DONCHIAN SLIM  –  ^NDX  |  2026-02-25
============================================================

  🔴 BEAR  since 2026-02-04  (bar 14)  ─  SHORT THE RIP
  Entry: 24,891.24  →  Current: 25,329.04  (-1.76%)
  Pool: BEAR above 200MA  (n=85)

  DURATION  ─  how old is this trend vs history?
    # where this trend sits in the historical duration distribution
    Percentile:  18th  ████░░░░░░░░░░░░░░░░░░░░░
    # how long similar trends typically last
    Median:      26 bars  |  Mean: 31  |  P75: 42  |  P90: 57

  RETURN  ─  how does this move compare to past trends?
    # open P&L ranked against all completed trades in this pool
    Current:     -1.76%  (percentile: 71th)  █████████████████░░░░░░░░
    # best price seen this trend vs how much is still open profit
    MFE:         2.02%  (retaining -87%)  ░░░░░░░░░░░░░░░░░░░░░░░░░
    # typical completed trade returns for this pool
    Hist median: -3.63%  |  mean: -2.34%

  SUCCESS RATE  ─  what are the odds from here?
    # % of trades in this pool that were profitable at exit
    Win rate:    23.5%  █████░░░░░░░░░░░░░░░░░░░░
    # % of trends that lasted at least this many bars
    Survival:    82.4%  ████████████████████░░░░░  (≥14 bars)
    # of trades that reached this bar, how many gained more after
    From here:   16% positive  ███░░░░░░░░░░░░░░░░░░░░░░  (n=69)
    # expected remaining return from this point to trend end
                 median remaining: -2.44%

  TAKE PROFIT  ─  scale out ⅓ at each level
  (from entry 24,891.24)
    # ✅ = already reached  ⏳ = not yet
    T1 ⅓           1.55%  →   24,504.93  ✅  P(75%)
    T2 ⅓           3.81%  →   23,942.42  ⏳  P(50%)
    T3 ⅓ trail     9.03%  →   22,644.06  ⏳  P(25%)

  STOP  ─  where to get out if wrong
    DC Upper:   26,165.08  (3.30% risk)
    2-ATR:     26,210.02  (3.48% risk)

  EXPECTANCY  ─  SHORT THE RIP
    EV:  -1.14% per trade  ⚠️  negative
    (WR 24% × 6.44% reward  −  76% × 3.48% risk)

  ALL SETUPS  ─  historical EV comparison for ^NDX
    Setup                              n     WR   Avg MFE        EV
    ──────────────────────────────  ────  ─────  ────────  ────────
    TREND (BULL above MA)             87    56%     7.52%    +2.72%  ✅   
    BUY THE DIP (BULL below)          32    53%     9.48%    +3.41%  ✅   
    SHORT THE RIP (BEAR above)        85    24%     4.80%    -1.53%  ⚠️  ◀
    TREND (BEAR below MA)             33    30%     5.28%    -0.82%  ⚠️   
    (EV = WR × avg MFE reward − (1−WR) × 3.48% ATR risk)

============================================================

  SUMMARY
  ────────────────────────────────────────────────────────
  ^NDX has been bearish for 14 bars — still early
  at the 18th duration percentile. This is a short the rip setup.
  The -1.76% move is already larger than most
  (71th percentile), and the trend hit 2.02% MFE but has reversed through entry.
  Most trends like this are still going at this point, with a 24% historical
  win rate for this setup. Most of the move is likely behind us.
  The donchian upper band at 26,165.08 (3.30% away) is the natural stop.

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Chart saved → donchian_slim_chart.png
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  S&P 500 (^GSPC)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ^GSPC …
  24654 rows  |  1927-12-30 → 2026-02-25
  Regression: 4230 day lookback  R²=0.9809
  DONCHIAN SLIM  -  ^GSPC  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-05  (bar 54)  -  TREND
  Entry: 6,870.40 -> Current: 6,946.13  (+1.10%)  Pool: BULL above 200MA  (n=208)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 71th                           |   Current: 1.10% (57th pctile)           |   WR: 49.5%                             
    Median: 34 bars  Mean: 46              |   MFE: 1.92% (retaining 57%)             |   Surv: 29.3%  (>=54 bars)              
    P75: 63  P90: 94                       |   Hist med: -0.05% avg: 1.61%            |   From here: 35% pos (n=60)             
                                           |                                          |   Med remaining: -1.56%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 6,870.40)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.90% ->     7,001 [x]      |   DC Lower: 6,775.50                     |   EV: +0.67% [+]                        
    T2         4.48% ->     7,178 [ ]      |     (2.46% risk)                         |   WR 50% x 3.93% rwd                    
    T3 trail   8.84% ->     7,478 [ ]      |   2-ATR: 6,769.98                        |   - 50% x 2.54% risk                    
                                           |     (2.54% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^GSPC bullish 54 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (71th pctile)
    TREND (BULL above MA)         208   50%   5.07%   +1.23% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)      102   40%   5.27%   +0.60%     |   1.10% gain is around typical (57th)
    SHORT THE RIP (BEAR above)    205   22%   2.71%   -1.38%     |   majority already reversed, 50% WR
    TREND (BEAR below MA)         106   46%   6.33%   +1.56%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.54% risk)                        |   Stop: 6,775.50 (2.46% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Nasdaq 100 (^NDX)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ^NDX …
  10179 rows  |  1985-10-01 → 2026-02-25
  Regression: 4250 day lookback  R²=0.9846
  DONCHIAN SLIM  -  ^NDX  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 14)  -  SHORT THE RIP
  Entry: 24,891.24 -> Current: 25,329.04  (-1.76%)  Pool: BEAR above 200MA  (n=85)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 18th                           |   Current: -1.76% (71th pctile)          |   WR: 23.5%                             
    Median: 26 bars  Mean: 31              |   MFE: 2.02% (retaining -87%)            |   Surv: 82.4%  (>=14 bars)              
    P75: 42  P90: 57                       |   Hist med: -3.63% avg: -2.34%           |   From here: 16% pos (n=69)             
                                           |                                          |   Med remaining: -2.44%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 24,891.24)            | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.55% ->    24,505 [x]      |   DC Upper: 26,165.08                    |   EV: -1.14% [!]                        
    T2         3.81% ->    23,942 [ ]      |     (3.30% risk)                         |   WR 24% x 6.44% rwd                    
    T3 trail   9.03% ->    22,644 [ ]      |   2-ATR: 26,210.02                       |   - 76% x 3.48% risk                    
                                           |     (3.48% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^NDX bearish 14 bars
    ---------------------------- ---- ----- ------- --------     |   still early (18th pctile)
    TREND (BULL above MA)          87   56%   7.52%   +2.72%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       32   53%   9.48%   +3.41%     |   -1.76% move is larger than most (71th)
    SHORT THE RIP (BEAR above)     85   24%   4.80%   -1.53% <   |   most trends still going, 24% WR
    TREND (BEAR below MA)          33   30%   5.28%   -0.82%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 3.48% risk)                        |   Stop: 26,165.08 (3.30% away)


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  Russell 2000 (^RUT)
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  Downloading ^RUT …
  9688 rows  |  1987-09-10 → 2026-02-25
  Regression: 4180 day lookback  R²=0.9084
  DONCHIAN SLIM  -  ^RUT  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-03  (bar 56)  -  TREND
  Entry: 2,512.14 -> Current: 2,663.33  (+6.02%)  Pool: BULL above 200MA  (n=80)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 65th                           |   Current: 6.02% (79th pctile)           |   WR: 51.2%                             
    Median: 40 bars  Mean: 51              |   MFE: 8.88% (retaining 68%)             |   Surv: 35.0%  (>=56 bars)              
    P75: 72  P90: 98                       |   Hist med: 0.21% avg: 2.03%             |   From here: 41% pos (n=27)             
                                           |                                          |   Med remaining: -1.38%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,512.14)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.39% ->     2,572 [x]      |   DC Lower: 2,569.23                     |   EV: -1.14% [!]                        
    T2         6.11% ->     2,666 [x]      |     (3.53% risk)                         |   WR 51% x 1.48% rwd                    
    T3 trail  10.64% ->     2,779 [ ]      |   2-ATR: 2,559.51                        |   - 49% x 3.90% risk                    
                                           |     (3.90% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^RUT bullish 56 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (65th pctile)
    TREND (BULL above MA)          80   51%   6.38%   +1.37% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       36   64%   8.27%   +3.88%     |   6.02% move is larger than most (79th)
    SHORT THE RIP (BEAR above)     78   31%   4.00%   -1.47%     |   majority already reversed, 51% WR
    TREND (BEAR below MA)          39   36%   6.12%   -0.30%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 3.90% risk)                        |   Stop: 2,569.23 (3.53% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  S&P 500 Futures (ES) (ES=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ES=F …
  6423 rows  |  2000-09-18 → 2026-02-25
  Regression: 4230 day lookback  R²=0.9812
  DONCHIAN SLIM  -  ES=F  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-22  (bar 43)  -  TREND
  Entry: 6,930.25 -> Current: 6,975.50  (+0.65%)  Pool: BULL above 200MA  (n=51)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 47th                           |   Current: 0.65% (43th pctile)           |   WR: 58.8%                             
    Median: 44 bars  Mean: 55              |   MFE: 1.63% (retaining 40%)             |   Surv: 52.9%  (>=43 bars)              
    P75: 80  P90: 106                      |   Hist med: 1.98% avg: 1.83%             |   From here: 38% pos (n=26)             
                                           |                                          |   Med remaining: -0.73%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 6,930.25)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.09% ->     7,075 [ ]      |   DC Lower: 6,751.50                     |   EV: +1.56% [+]                        
    T2         5.00% ->     7,277 [ ]      |     (3.21% risk)                         |   WR 59% x 4.74% rwd                    
    T3 trail   9.19% ->     7,567 [ ]      |   2-ATR: 6,767.62                        |   - 41% x 2.98% risk                    
                                           |     (2.98% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ES=F bullish 43 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (47th pctile)
    TREND (BULL above MA)          51   59%   5.42%   +1.96% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       20   45%   6.46%   +1.27%     |   0.65% gain is around typical (43th)
    SHORT THE RIP (BEAR above)     52   17%   3.35%   -1.88%     |   ~half have ended by now, 59% WR
    TREND (BEAR below MA)          19   37%   7.50%   +0.88%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.98% risk)                        |   Stop: 6,751.50 (3.21% away)


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  Nasdaq 100 Futures (NQ) (NQ=F)
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  Downloading NQ=F …
  6423 rows  |  2000-09-18 → 2026-02-25
  Regression: 4250 day lookback  R²=0.9849
  DONCHIAN SLIM  -  NQ=F  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 14)  -  SHORT THE RIP
  Entry: 24,999.25 -> Current: 25,461.75  (-1.85%)  Pool: BEAR above 200MA  (n=47)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 21th                           |   Current: -1.85% (77th pctile)          |   WR: 14.9%                             
    Median: 25 bars  Mean: 29              |   MFE: 3.04% (retaining -61%)            |   Surv: 78.7%  (>=14 bars)              
    P75: 41  P90: 50                       |   Hist med: -4.14% avg: -3.31%           |   From here: 11% pos (n=36)             
                                           |                                          |   Med remaining: -2.56%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 24,999.25)            | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.45% ->    24,638 [x]      |   DC Upper: 26,349.00                    |   EV: -2.78% [!]                        
    T2         3.36% ->    24,161 [ ]      |     (3.48% risk)                         |   WR 15% x 5.62% rwd                    
    T3 trail   6.81% ->    23,296 [ ]      |   2-ATR: 26,543.45                       |   - 85% x 4.25% risk                    
                                           |     (4.25% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NQ=F bearish 14 bars
    ---------------------------- ---- ----- ------- --------     |   still early (21th pctile)
    TREND (BULL above MA)          53   58%   6.77%   +2.20%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       18   61%  12.84%   +6.20%     |   -1.85% move is larger than most (77th)
    SHORT THE RIP (BEAR above)     47   15%   3.87%   -3.04% <   |   most trends still going, 15% WR
    TREND (BEAR below MA)          23   35%   8.23%   +0.09%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 4.25% risk)                        |   Stop: 26,349.00 (3.48% away)


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  Semiconductors (SMH) (SMH)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SMH …
  6470 rows  |  2000-06-05 → 2026-02-25
  Regression: 3660 day lookback  R²=0.9758
  DONCHIAN SLIM  -  SMH  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-03  (bar 56)  -  TREND
  Entry: 363.24 -> Current: 426.16  (+17.32%)  Pool: BULL above 200MA  (n=61)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 80th                           |   Current: 17.32% (95th pctile)          |   WR: 39.3%                             
    Median: 29 bars  Mean: 39              |   MFE: 17.81% (retaining 97%)            |   Surv: 19.7%  (>=56 bars)              
    P75: 43  P90: 85                       |   Hist med: -1.81% avg: 0.32%            |   From here: 64% pos (n=11)             
                                           |                                          |   Med remaining: 2.46%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 363.24)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.50% ->       372 [x]      |   DC Lower: 374.24                       |   EV: -3.74% [!]                        
    T2         6.10% ->       385 [x]      |     (12.18% risk)                        |   WR 39% x 0.00% rwd                    
    T3 trail  12.26% ->       408 [x]      |   2-ATR: 399.86                          |   - 61% x 6.17% risk                    
                                           |     (6.17% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SMH bullish 56 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (80th pctile)
    TREND (BULL above MA)          61   39%   6.95%   -1.01% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       28   50%  10.71%   +2.27%     |   17.32% move is in the top tier (95th)
    SHORT THE RIP (BEAR above)     55   16%   3.80%   -4.54%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          34   35%   8.13%   -1.13%     |   history favours more (64%)
    (EV = WR x MFE - (1-WR) x 6.17% risk)                        |   Stop: 374.24 (12.18% away)


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  Magnificent 7 (MAGS) (MAGS)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading MAGS …
  722 rows  |  2023-04-11 → 2026-02-25
  Regression: 720 day lookback  R²=0.9381

  DONCHIAN SLIM  -  MAGS  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-20  (bar 25)  -  SHORT THE RIP
  Entry: 62.94 -> Current: 63.27  (-0.52%)  Pool: all BEAR  (n=5)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 40th                           |   Current: -0.52% (80th pctile)          |   WR: 20.0%                             
    Median: 33 bars  Mean: 32              |   MFE: 4.46% (retaining -12%)            |   Surv: 60.0%  (>=25 bars)              
    P75: 40  P90: 49                       |   Hist med: -6.26% avg: -3.92%           |   From here: 0% pos (n=3)               
                                           |                                          |   Med remaining: -8.66%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 62.94)                | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
                                           |   DC Upper: 67.09                        |   Insufficient data                     
                                           |     (6.03% risk)                         |                                         
                                           |   2-ATR: 65.89                           |                                         
                                           |     (4.14% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MAGS bearish 25 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (40th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a short the rip setup
    BUY THE DIP (BULL below)        -     -       -        -     |   -0.52% move is larger than most (80th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   ~half have ended by now, 20% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 4.14% risk)                        |   Stop: 67.09 (6.03% away)


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  Tech Select (XLK) (XLK)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading XLK …
  6835 rows  |  1998-12-22 → 2026-02-25
  Regression: 4370 day lookback  R²=0.9846
  DONCHIAN SLIM  -  XLK  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 14)  -  SHORT THE RIP
  Entry: 138.12 -> Current: 143.01  (-3.54%)  Pool: BEAR above 200MA  (n=54)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 22th                           |   Current: -3.54% (48th pctile)          |   WR: 18.5%                             
    Median: 22 bars  Mean: 28              |   MFE: 2.20% (retaining -161%)           |   Surv: 77.8%  (>=14 bars)              
    P75: 34  P90: 55                       |   Hist med: -3.42% avg: -2.92%           |   From here: 18% pos (n=39)             
                                           |                                          |   Med remaining: -2.50%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 138.12)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.40% ->       136 [x]      |   DC Upper: 149.90                       |   EV: -2.76% [!]                        
    T2         3.55% ->       133 [ ]      |     (4.82% risk)                         |   WR 19% x 7.24% rwd                    
    T3 trail   6.91% ->       129 [ ]      |   2-ATR: 150.21                          |   - 81% x 5.04% risk                    
                                           |     (5.04% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   XLK bearish 14 bars
    ---------------------------- ---- ----- ------- --------     |   still early (22th pctile)
    TREND (BULL above MA)          58   57%   7.26%   +1.96%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       21   52%  10.58%   +3.15%     |   -3.54% gain is around typical (48th)
    SHORT THE RIP (BEAR above)     54   19%   3.95%   -3.37% <   |   most trends still going, 19% WR
    TREND (BEAR below MA)          25   40%  10.44%   +1.15%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 5.04% risk)                        |   Stop: 149.90 (4.82% away)


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  Uranium (URA) (URA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading URA …
  3848 rows  |  2010-11-05 → 2026-02-25
  Regression: 1810 day lookback  R²=0.8620
  DONCHIAN SLIM  -  URA  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-05  (bar 35)  -  TREND
  Entry: 48.63 -> Current: 55.19  (+13.49%)  Pool: BULL above 200MA  (n=14)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 13.49% (71th pctile)          |   WR: 35.7%                             
    Median: 34 bars  Mean: 41              |   MFE: 28.07% (retaining 48%)            |   Surv: 50.0%  (>=35 bars)              
    P75: 50  P90: 82                       |   Hist med: -3.12% avg: 2.84%            |   From here: 29% pos (n=7)              
                                           |                                          |   Med remaining: -10.79%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 48.63)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.50% ->        50 [x]      |   DC Lower: 49.11                        |   EV: -4.89% [!]                        
    T2         9.47% ->        53 [x]      |     (11.02% risk)                        |   WR 36% x 7.11% rwd                    
    T3 trail  37.71% ->        67 [ ]      |   2-ATR: 48.81                           |   - 64% x 11.55% risk                   
                                           |     (11.55% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   URA bullish 35 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          14   36%  16.89%   -1.39% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       31   42%  10.97%   -2.11%     |   13.49% move is larger than most (71th)
    SHORT THE RIP (BEAR above)     14   36%  12.91%   -2.81%     |   ~half have ended by now, 36% WR
    TREND (BEAR below MA)          31   48%  10.82%   -0.73%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 11.55% risk)                       |   Stop: 49.11 (11.02% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  US Dollar Index (DXY) (DX-Y.NYB)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading DX-Y.NYB …
  14004 rows  |  1971-01-04 → 2026-02-25
  Regression: 4650 day lookback  R²=0.7607
  DONCHIAN SLIM  -  DX-Y.NYB  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-23  (bar 22)  -  TREND
  Entry: 97.60 -> Current: 97.65  (-0.05%)  Pool: BEAR below 200MA  (n=81)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 22th                           |   Current: -0.05% (53th pctile)          |   WR: 46.9%                             
    Median: 38 bars  Mean: 48              |   MFE: 2.10% (retaining -2%)             |   Surv: 77.8%  (>=22 bars)              
    P75: 64  P90: 96                       |   Hist med: -0.17% avg: 0.90%            |   From here: 44% pos (n=61)             
                                           |                                          |   Med remaining: -0.43%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 97.60)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         0.73% ->        97 [x]      |   DC Upper: 98.08                        |   EV: +0.89% [+]                        
    T2         2.12% ->        96 [ ]      |     (0.44% risk)                         |   WR 47% x 3.18% rwd                    
    T3 trail   6.56% ->        91 [ ]      |   2-ATR: 98.75                           |   - 53% x 1.13% risk                    
                                           |     (1.13% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   DX-Y.NYB bearish 22 bars
    ---------------------------- ---- ----- ------- --------     |   still early (22th pctile)
    TREND (BULL above MA)          79   46%   2.47%   +0.51%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       83   39%   1.95%   +0.06%     |   -0.05% gain is around typical (53th)
    SHORT THE RIP (BEAR above)     80   40%   2.35%   +0.26%     |   most trends still going, 47% WR
    TREND (BEAR below MA)          81   47%   3.13%   +0.87% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 1.13% risk)                        |   Stop: 98.08 (0.44% away)


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  USD/JPY (USDJPY=X)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading USDJPY=X …
  7603 rows  |  1996-10-30 → 2026-02-25
  Regression: 1740 day lookback  R²=0.8568
  DONCHIAN SLIM  -  USDJPY=X  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-26  (bar 22)  -  SHORT THE RIP
  Entry: 155.17 -> Current: 156.30  (-0.73%)  Pool: BEAR above 200MA  (n=28)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 14th                           |   Current: -0.73% (50th pctile)          |   WR: 35.7%                             
    Median: 36 bars  Mean: 44              |   MFE: 1.86% (retaining -39%)            |   Surv: 85.7%  (>=22 bars)              
    P75: 55  P90: 74                       |   Hist med: -0.64% avg: 0.32%            |   From here: 24% pos (n=21)             
                                           |                                          |   Med remaining: -1.07%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 155.17)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.75% ->       152 [x]      |   DC Upper: 157.33                       |   EV: +0.10% [+]                        
    T2         3.25% ->       150 [ ]      |     (0.66% risk)                         |   WR 36% x 4.00% rwd                    
    T3 trail   4.90% ->       148 [ ]      |   2-ATR: 159.52                          |   - 64% x 2.06% risk                    
                                           |     (2.06% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   USDJPY=X bearish 22 bars
    ---------------------------- ---- ----- ------- --------     |   still early (14th pctile)
    TREND (BULL above MA)          35   37%   2.89%   -0.22%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       31   42%   3.49%   +0.27%     |   -0.73% gain is around typical (50th)
    SHORT THE RIP (BEAR above)     28   36%   3.30%   -0.15% <   |   most trends still going, 36% WR
    TREND (BEAR below MA)          38   29%   3.83%   -0.36%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.06% risk)                        |   Stop: 157.33 (0.66% away)


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  EUR/USD (EURUSD=X)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading EURUSD=X …
  5769 rows  |  2003-12-01 → 2026-02-25
  Regression: 330 day lookback  R²=0.7802
  DONCHIAN SLIM  -  EURUSD=X  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-09-09  (bar 119)  -  TREND
  Entry: 1.18 -> Current: 1.18  (+0.40%)  Pool: BULL above 200MA  (n=30)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 90th                           |   Current: 0.40% (57th pctile)           |   WR: 46.7%                             
    Median: 53 bars  Mean: 61              |   MFE: 2.16% (retaining 18%)             |   Surv: 10.0%  (>=119 bars)             
    P75: 79  P90: 116                      |   Hist med: -0.16% avg: 0.21%            |   From here: 0% pos (n=3)               
                                           |                                          |   Med remaining: -2.48%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 1.18)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.08% ->         1 [x]      |   DC Lower: 1.17                         |   EV: +0.74% [+]                        
    T2         2.92% ->         1 [ ]      |     (0.62% risk)                         |   WR 47% x 3.00% rwd                    
    T3 trail   6.24% ->         1 [ ]      |   2-ATR: 1.17                            |   - 53% x 1.24% risk                    
                                           |     (1.24% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   EURUSD=X bullish 119 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (90th pctile)
    TREND (BULL above MA)          30   47%   3.41%   +0.93% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       18   39%   2.93%   +0.38%     |   0.40% gain is around typical (57th)
    SHORT THE RIP (BEAR above)     25   32%   2.16%   -0.15%     |   very few last this long, 47% WR
    TREND (BEAR below MA)          23   39%   2.72%   +0.31%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 1.24% risk)                        |   Stop: 1.17 (0.62% away)


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  Gold (GC=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading GC=F …
  6395 rows  |  2000-08-30 → 2026-02-25
  Regression: 610 day lookback  R²=0.9637
  DONCHIAN SLIM  -  GC=F  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-06-13  (bar 176)  -  TREND
  Entry: 3,431.20 -> Current: 5,183.70  (+51.08%)  Pool: BULL above 200MA  (n=57)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 51.08% (100th pctile)         |   WR: 49.1%                             
    Median: 39 bars  Mean: 46              |   MFE: 62.81% (retaining 81%)            |   Surv: 0.0%  (>=176 bars)              
    P75: 61  P90: 91                       |   Hist med: -0.26% avg: 2.37%            |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 3,431.20)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.74% ->     3,525 [x]      |   DC Lower: 4,400.00                     |   EV: -4.25% [!]                        
    T2         7.44% ->     3,687 [x]      |     (15.12% risk)                        |   WR 49% x 0.00% rwd                    
    T3 trail  13.38% ->     3,890 [x]      |   2-ATR: 4,750.46                        |   - 51% x 8.36% risk                    
                                           |     (8.36% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   GC=F bullish 176 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          57   49%   7.85%   -0.39% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       19   47%   5.83%   -1.64%     |   51.08% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     54   22%   3.15%   -5.80%     |   very few last this long, 49% WR
    TREND (BEAR below MA)          23   35%   3.04%   -4.39%     |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 8.36% risk)                        |   Stop: 4,400.00 (15.12% away)


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  Silver (SI=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SI=F …
  6397 rows  |  2000-08-30 → 2026-02-25
  Regression: 300 day lookback  R²=0.8239
  DONCHIAN SLIM  -  SI=F  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-06-02  (bar 185)  -  TREND
  Entry: 34.56 -> Current: 89.86  (+159.99%)  Pool: BULL above 200MA  (n=56)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 159.99% (100th pctile)        |   WR: 39.3%                             
    Median: 28 bars  Mean: 38              |   MFE: 250.95% (retaining 64%)           |   Surv: 0.0%  (>=185 bars)              
    P75: 47  P90: 70                       |   Hist med: -2.49% avg: 1.60%            |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 34.56)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.05% ->        35 [x]      |   DC Lower: 68.71                        |   EV: -11.80% [!]                       
    T2         6.29% ->        37 [x]      |     (23.54% risk)                        |   WR 39% x 0.00% rwd                    
    T3 trail  17.52% ->        41 [x]      |   2-ATR: 72.40                           |   - 61% x 19.43% risk                   
                                           |     (19.43% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SI=F bullish 185 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          56   39%   8.62%   -8.41% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       30   50%   8.65%   -5.39%     |   159.99% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     42   21%   5.70%  -14.04%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          45   27%   5.14%  -12.88%     |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 19.43% risk)                       |   Stop: 68.71 (23.54% away)


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  Natural Gas (NG=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading NG=F …
  6401 rows  |  2000-08-30 → 2026-02-25
  Regression: 520 day lookback  R²=0.5927
  DONCHIAN SLIM  -  NG=F  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-24  (bar 1)  -  TREND
  Entry: 2.91 -> Current: 2.89  (+0.89%)  Pool: BEAR below 200MA  (n=37)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: 0.89% (68th pctile)           |   WR: 32.4%                             
    Median: 25 bars  Mean: 40              |   MFE: 3.29% (retaining 27%)             |   Surv: 100.0%  (>=1 bars)              
    P75: 58  P90: 98                       |   Hist med: -9.17% avg: -3.05%           |   From here: 30% pos (n=37)             
                                           |                                          |   Med remaining: -8.77%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2.91)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.51% ->         3 [ ]      |   DC Upper: 7.83                         |   EV: -21.04% [!]                       
    T2         9.09% ->         3 [ ]      |     (170.92% risk)                       |   WR 32% x 12.41% rwd                   
    T3 trail  26.98% ->         2 [ ]      |   2-ATR: 3.96                            |   - 68% x 37.10% risk                   
                                           |     (37.10% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NG=F bearish 1 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          39   33%  20.83%  -17.79%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       40   32%  17.58%  -19.33%     |   0.89% move is larger than most (68th)
    SHORT THE RIP (BEAR above)     41   44%  14.79%  -14.32%     |   most trends still going, 32% WR
    TREND (BEAR below MA)          37   32%  13.20%  -20.79% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 37.10% risk)                       |   Stop: 7.83 (170.92% away)


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  Crude Oil (WTI) (CL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading CL=F …
  6404 rows  |  2000-08-23 → 2026-02-25
  Regression: 510 day lookback  R²=0.7860
  DONCHIAN SLIM  -  CL=F  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-09  (bar 31)  -  TREND
  Entry: 59.12 -> Current: 65.57  (+10.91%)  Pool: BULL above 200MA  (n=42)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 36th                           |   Current: 10.91% (86th pctile)          |   WR: 47.6%                             
    Median: 43 bars  Mean: 48              |   MFE: 13.80% (retaining 79%)            |   Surv: 64.3%  (>=31 bars)              
    P75: 64  P90: 91                       |   Hist med: -0.35% avg: 2.22%            |   From here: 26% pos (n=27)             
                                           |                                          |   Med remaining: -2.61%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 59.12)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.64% ->        62 [x]      |   DC Lower: 61.12                        |   EV: -2.43% [!]                        
    T2        10.86% ->        66 [x]      |     (6.79% risk)                         |   WR 48% x 2.37% rwd                    
    T3 trail  18.81% ->        70 [ ]      |   2-ATR: 61.12                           |   - 52% x 6.79% risk                    
                                           |     (6.79% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   CL=F bullish 31 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (36th pctile)
    TREND (BULL above MA)          42   48%  11.77%   +2.05% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       27   52%  14.99%   +4.51%     |   10.91% move is in the top tier (86th)
    SHORT THE RIP (BEAR above)     43   35%  10.92%   -0.61%     |   ~half have ended by now, 48% WR
    TREND (BEAR below MA)          27   19%   8.36%   -3.99%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.79% risk)                        |   Stop: 61.12 (6.79% away)


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  Copper (HG=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading HG=F …
  6400 rows  |  2000-08-30 → 2026-02-25
  Regression: 2670 day lookback  R²=0.7849
  DONCHIAN SLIM  -  HG=F  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-08-29  (bar 122)  -  TREND
  Entry: 4.52 -> Current: 6.04  (+33.75%)  Pool: BULL above 200MA  (n=44)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 95th                           |   Current: 33.75% (93th pctile)          |   WR: 38.6%                             
    Median: 31 bars  Mean: 45              |   MFE: 44.03% (retaining 77%)            |   Surv: 4.5%  (>=122 bars)              
    P75: 58  P90: 91                       |   Hist med: -2.10% avg: 1.78%            |   From here: 50% pos (n=2)              
                                           |                                          |   Med remaining: 4.58%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 4.52)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.08% ->         5 [x]      |   DC Lower: 5.57                         |   EV: -3.88% [!]                        
    T2         5.47% ->         5 [x]      |     (7.85% risk)                         |   WR 39% x 0.00% rwd                    
    T3 trail  14.96% ->         5 [x]      |   2-ATR: 5.66                            |   - 61% x 6.32% risk                    
                                           |     (6.32% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   HG=F bullish 122 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (95th pctile)
    TREND (BULL above MA)          44   39%   7.84%   -0.85% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       33   42%   5.94%   -1.12%     |   33.75% move is in the top tier (93th)
    SHORT THE RIP (BEAR above)     45   31%   5.76%   -2.56%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          32   28%   4.12%   -3.39%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 6.32% risk)                        |   Stop: 5.57 (7.85% away)


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  Platinum (PL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading PL=F …
  6423 rows  |  1997-10-29 → 2026-02-25
  Regression: 300 day lookback  R²=0.8968
  DONCHIAN SLIM  -  PL=F  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 13)  -  SHORT THE RIP
  Entry: 2,061.60 -> Current: 2,290.00  (-11.08%)  Pool: BEAR above 200MA  (n=42)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 12th                           |   Current: -11.08% (2th pctile)          |   WR: 33.3%                             
    Median: 23 bars  Mean: 33              |   MFE: 2.38% (retaining -465%)           |   Surv: 88.1%  (>=13 bars)              
    P75: 35  P90: 64                       |   Hist med: -1.89% avg: 0.03%            |   From here: 19% pos (n=36)             
                                           |                                          |   Med remaining: -2.72%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,061.60)             | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.31% ->     2,035 [x]      |   DC Upper: 2,605.70                     |   EV: -0.49% [!]                        
    T2         4.51% ->     1,969 [ ]      |     (13.79% risk)                        |   WR 33% x 14.17% rwd                   
    T3 trail   8.18% ->     1,893 [ ]      |   2-ATR: 2,469.17                        |   - 67% x 7.82% risk                    
                                           |     (7.82% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PL=F bearish 13 bars
    ---------------------------- ---- ----- ------- --------     |   still early (12th pctile)
    TREND (BULL above MA)          53   38%   6.32%   -2.49%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       40   35%   5.35%   -3.21%     |   -11.08% return is modest (2th)
    SHORT THE RIP (BEAR above)     42   33%   4.67%   -3.66% <   |   most trends still going, 33% WR
    TREND (BEAR below MA)          50   28%   3.79%   -4.57%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.82% risk)                        |   Stop: 2,605.70 (13.79% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Palladium (PA=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading PA=F …
  6434 rows  |  1998-09-28 → 2026-02-25
  Regression: 300 day lookback  R²=0.8618
  DONCHIAN SLIM  -  PA=F  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-15  (bar 48)  -  TREND
  Entry: 1,592.80 -> Current: 1,843.50  (+15.74%)  Pool: BULL above 200MA  (n=47)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 70th                           |   Current: 15.74% (83th pctile)          |   WR: 44.7%                             
    Median: 29 bars  Mean: 41              |   MFE: 36.23% (retaining 43%)            |   Surv: 29.8%  (>=48 bars)              
    P75: 59  P90: 85                       |   Hist med: -1.17% avg: 3.11%            |   From here: 57% pos (n=14)             
                                           |                                          |   Med remaining: 0.84%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 1,592.80)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.16% ->     1,627 [x]      |   DC Lower: 1,549.50                     |   EV: -4.17% [!]                        
    T2         4.95% ->     1,672 [x]      |     (15.95% risk)                        |   WR 45% x 1.37% rwd                    
    T3 trail  20.51% ->     1,920 [x]      |   2-ATR: 1,684.22                        |   - 55% x 8.64% risk                    
                                           |     (8.64% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PA=F bullish 48 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (70th pctile)
    TREND (BULL above MA)          47   45%   9.21%   -0.67% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       39   28%   7.28%   -4.15%     |   15.74% move is larger than most (83th)
    SHORT THE RIP (BEAR above)     42   24%   5.60%   -5.25%     |   majority already reversed, 45% WR
    TREND (BEAR below MA)          45   33%   6.88%   -3.47%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 8.64% risk)                        |   Stop: 1,549.50 (15.95% away)


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  Alphabet (GOOGL) (GOOGL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading GOOGL …
  5414 rows  |  2004-08-19 → 2026-02-25
  Regression: 4390 day lookback  R²=0.9775
  DONCHIAN SLIM  -  GOOGL  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-13  (bar 7)  -  SHORT THE RIP
  Entry: 305.72 -> Current: 312.90  (-2.35%)  Pool: BEAR above 200MA  (n=46)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 11th                           |   Current: -2.35% (70th pctile)          |   WR: 21.7%                             
    Median: 23 bars  Mean: 28              |   MFE: 3.10% (retaining -76%)            |   Surv: 89.1%  (>=7 bars)               
    P75: 36  P90: 47                       |   Hist med: -4.73% avg: -3.61%           |   From here: 24% pos (n=41)             
                                           |                                          |   Med remaining: -3.17%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 305.72)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         2.23% ->       299 [x]      |   DC Upper: 349.00                       |   EV: -3.49% [!]                        
    T2         4.24% ->       293 [ ]      |     (11.54% risk)                        |   WR 22% x 7.12% rwd                    
    T3 trail   8.34% ->       280 [ ]      |   2-ATR: 333.02                          |   - 78% x 6.43% risk                    
                                           |     (6.43% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   GOOGL bearish 7 bars
    ---------------------------- ---- ----- ------- --------     |   still early (11th pctile)
    TREND (BULL above MA)          44   52%  12.84%   +3.64%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       22   45%   9.50%   +0.81%     |   -2.35% move is larger than most (70th)
    SHORT THE RIP (BEAR above)     46   22%   4.94%   -3.96% <   |   most trends still going, 22% WR
    TREND (BEAR below MA)          20   30%   7.30%   -2.31%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.43% risk)                        |   Stop: 349.00 (11.54% away)


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  Amazon (AMZN) (AMZN)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading AMZN …
  7240 rows  |  1997-05-15 → 2026-02-25
  Regression: 5000 day lookback  R²=0.9615
  DONCHIAN SLIM  -  AMZN  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 13)  -  TREND
  Entry: 222.69 -> Current: 210.64  (+5.41%)  Pool: BEAR below 200MA  (n=32)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 9th                            |   Current: 5.41% (72th pctile)           |   WR: 34.4%                             
    Median: 30 bars  Mean: 35              |   MFE: 11.99% (retaining 45%)            |   Surv: 90.6%  (>=13 bars)              
    P75: 46  P90: 68                       |   Hist med: -4.97% avg: -2.65%           |   From here: 21% pos (n=28)             
                                           |                                          |   Med remaining: -5.66%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 222.69)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.32% ->       215 [x]      |   DC Upper: 247.78                       |   EV: -1.59% [!]                        
    T2        13.36% ->       193 [ ]      |     (17.63% risk)                        |   WR 34% x 8.93% rwd                    
    T3 trail  22.81% ->       172 [ ]      |   2-ATR: 225.60                          |   - 66% x 7.10% risk                    
                                           |     (7.10% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AMZN bearish 13 bars
    ---------------------------- ---- ----- ------- --------     |   still early (9th pctile)
    TREND (BULL above MA)          57   53%  18.34%   +6.29%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       27   33%  13.62%   -0.19%     |   5.41% move is larger than most (72th)
    SHORT THE RIP (BEAR above)     52   27%   8.33%   -2.95%     |   most trends still going, 34% WR
    TREND (BEAR below MA)          32   34%  13.16%   -0.14% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.10% risk)                        |   Stop: 247.78 (17.63% away)


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  Apple (AAPL) (AAPL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading AAPL …
  11392 rows  |  1980-12-12 → 2026-02-25
  Regression: 5000 day lookback  R²=0.9753
  DONCHIAN SLIM  -  AAPL  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-04  (bar 14)  -  TREND
  Entry: 276.23 -> Current: 274.23  (-0.72%)  Pool: BULL above 200MA  (n=75)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 8th                            |   Current: -0.72% (41th pctile)          |   WR: 56.0%                             
    Median: 36 bars  Mean: 53              |   MFE: 1.60% (retaining -45%)            |   Surv: 92.0%  (>=14 bars)              
    P75: 68  P90: 112                      |   Hist med: 1.64% avg: 7.24%             |   From here: 39% pos (n=69)             
                                           |                                          |   Med remaining: -2.73%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 276.23)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         6.12% ->       293 [ ]      |   DC Lower: 251.94                       |   EV: +8.76% [+]                        
    T2        17.14% ->       324 [ ]      |     (8.13% risk)                         |   WR 56% x 19.60% rwd                   
    T3 trail  32.96% ->       367 [ ]      |   2-ATR: 260.42                          |   - 44% x 5.04% risk                    
                                           |     (5.04% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AAPL bullish 14 bars
    ---------------------------- ---- ----- ------- --------     |   still early (8th pctile)
    TREND (BULL above MA)          75   56%  18.74%   +8.28% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       46   52%  19.94%   +7.99%     |   -0.72% gain is around typical (41th)
    SHORT THE RIP (BEAR above)     79   25%   7.69%   -1.81%     |   most trends still going, 56% WR
    TREND (BEAR below MA)          42   38%  12.64%   +1.70%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 5.04% risk)                        |   Stop: 251.94 (8.13% away)


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  Tesla (TSLA) (TSLA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading TSLA …
  3939 rows  |  2010-06-29 → 2026-02-25
  Regression: 3930 day lookback  R²=0.9112
  DONCHIAN SLIM  -  TSLA  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-06  (bar 34)  -  SHORT THE RIP
  Entry: 432.96 -> Current: 417.40  (+3.59%)  Pool: BEAR above 200MA  (n=26)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 62th                           |   Current: 3.59% (92th pctile)           |   WR: 23.1%                             
    Median: 26 bars  Mean: 34              |   MFE: 10.49% (retaining 34%)            |   Surv: 38.5%  (>=34 bars)              
    P75: 38  P90: 53                       |   Hist med: -6.88% avg: -5.96%           |   From here: 11% pos (n=9)              
                                           |                                          |   Med remaining: -6.71%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 432.96)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         6.80% ->       404 [x]      |   DC Upper: 440.23                       |   EV: -3.17% [!]                        
    T2        12.98% ->       377 [ ]      |     (5.47% risk)                         |   WR 23% x 11.09% rwd                   
    T3 trail  23.07% ->       333 [ ]      |   2-ATR: 448.49                          |   - 77% x 7.45% risk                    
                                           |     (7.45% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   TSLA bearish 34 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (62th pctile)
    TREND (BULL above MA)          29   34%  19.21%   +1.74%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       14   64%  29.18%  +16.10%     |   3.59% move is in the top tier (92th)
    SHORT THE RIP (BEAR above)     26   23%  14.29%   -2.43% <   |   majority already reversed, 23% WR
    TREND (BEAR below MA)          17   29%  13.04%   -1.42%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.45% risk)                        |   Stop: 440.23 (5.47% away)


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  Meta (META) (META)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading META …
  3462 rows  |  2012-05-18 → 2026-02-25
  Regression: 930 day lookback  R²=0.8736
  DONCHIAN SLIM  -  META  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-26  (bar 21)  -  BUY THE DIP
  Entry: 672.36 -> Current: 653.69  (-2.78%)  Pool: all BULL  (n=37)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 14th                           |   Current: -2.78% (35th pctile)          |   WR: 59.5%                             
    Median: 54 bars  Mean: 60              |   MFE: 10.66% (retaining -26%)           |   Surv: 86.5%  (>=21 bars)              
    P75: 77  P90: 106                      |   Hist med: 1.21% avg: 9.68%             |   From here: 55% pos (n=31)             
                                           |                                          |   Med remaining: 0.96%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 672.36)               | STOP                                     | EXPECTANCY  -  BUY THE DIP              
    T1         5.77% ->       711 [x]      |   DC Lower: 628.15                       |   EV: +9.23% [+]                        
    T2        11.84% ->       752 [ ]      |     (3.91% risk)                         |   WR 59% x 20.29% rwd                   
    T3 trail  33.25% ->       896 [ ]      |   2-ATR: 608.00                          |   - 41% x 6.99% risk                    
                                           |     (6.99% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   META bullish 21 bars
    ---------------------------- ---- ----- ------- --------     |   still early (14th pctile)
    TREND (BULL above MA)          28   61%  12.66%   +4.94%     |   This is a buy the dip setup
    BUY THE DIP (BULL below)        7   57%  39.50%  +19.58% <   |   -2.78% gain is around typical (35th)
    SHORT THE RIP (BEAR above)     27   15%   6.81%   -4.95%     |   most trends still going, 59% WR
    TREND (BEAR below MA)           8   62%  18.28%   +8.80%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 6.99% risk)                        |   Stop: 628.15 (3.91% away)


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  Microsoft (MSFT) (MSFT)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading MSFT …
  10066 rows  |  1986-03-13 → 2026-02-25
  Regression: 3760 day lookback  R²=0.9814
  DONCHIAN SLIM  -  MSFT  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-11-06  (bar 74)  -  TREND
  Entry: 495.04 -> Current: 400.60  (+19.08%)  Pool: BEAR below 200MA  (n=39)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 92th                           |   Current: 19.08% (97th pctile)          |   WR: 30.8%                             
    Median: 32 bars  Mean: 38              |   MFE: 22.89% (retaining 83%)            |   Surv: 7.7%  (>=74 bars)               
    P75: 44  P90: 71                       |   Hist med: -4.12% avg: -2.90%           |   From here: 33% pos (n=3)              
                                           |                                          |   Med remaining: 0.00%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 495.04)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.08% ->       485 [x]      |   DC Upper: 482.64                       |   EV: -4.49% [!]                        
    T2         7.78% ->       457 [x]      |     (20.48% risk)                        |   WR 31% x 0.00% rwd                    
    T3 trail  12.66% ->       432 [x]      |   2-ATR: 426.57                          |   - 69% x 6.48% risk                    
                                           |     (6.48% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MSFT bearish 74 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (92th pctile)
    TREND (BULL above MA)          80   48%  12.55%   +2.56%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       29   55%  16.11%   +5.98%     |   19.08% move is in the top tier (97th)
    SHORT THE RIP (BEAR above)     70   20%   5.84%   -4.02%     |   very few last this long, 31% WR
    TREND (BEAR below MA)          39   31%   7.50%   -2.18% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.48% risk)                        |   Stop: 482.64 (20.48% away)


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  NVIDIA (NVDA) (NVDA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading NVDA …
  6815 rows  |  1999-01-22 → 2026-02-25
  Regression: 3470 day lookback  R²=0.9697
  DONCHIAN SLIM  -  NVDA  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-25  (bar 0)  -  TREND
  Entry: 195.56 -> Current: 195.56  (+0.00%)  Pool: BULL above 200MA  (n=50)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: 0.00% (42th pctile)           |   WR: 58.0%                             
    Median: 43 bars  Mean: 57              |   Hist med: 2.90% avg: 14.81%            |   Surv: 100.0%  (>=0 bars)              
    P75: 83  P90: 121                      |                                          |   From here: 58% pos (n=50)             
                                           |                                          |   Med remaining: 2.90%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 195.56)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         6.70% ->       209 [ ]      |   DC Lower: 171.03                       |   EV: +10.97% [+]                       
    T2        17.51% ->       230 [ ]      |     (12.54% risk)                        |   WR 58% x 23.71% rwd                   
    T3 trail  46.93% ->       287 [ ]      |   2-ATR: 182.59                          |   - 42% x 6.63% risk                    
                                           |     (6.63% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NVDA bullish 0 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          50   58%  23.71%  +10.97% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       22   50%  27.09%  +10.23%     |   0.00% gain is around typical (42th)
    SHORT THE RIP (BEAR above)     53   19%   9.25%   -3.64%     |   most trends still going, 58% WR
    TREND (BEAR below MA)          20   60%  25.29%  +12.52%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 6.63% risk)                        |   Stop: 171.03 (12.54% away)


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  Netflix (NFLX) (NFLX)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading NFLX …
  5978 rows  |  2002-05-23 → 2026-02-25
  Regression: 5000 day lookback  R²=0.9304
  DONCHIAN SLIM  -  NFLX  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-10-01  (bar 100)  -  TREND
  Entry: 117.09 -> Current: 82.70  (+29.37%)  Pool: BEAR below 200MA  (n=18)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 29.37% (100th pctile)         |   WR: 27.8%                             
    Median: 30 bars  Mean: 35              |   MFE: 35.94% (retaining 82%)            |   Surv: 0.0%  (>=100 bars)              
    P75: 52  P90: 63                       |   Hist med: -6.30% avg: -4.77%           |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 117.09)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.31% ->       114 [x]      |   DC Upper: 86.47                        |   EV: -4.72% [!]                        
    T2         8.12% ->       108 [x]      |     (4.56% risk)                         |   WR 28% x 0.00% rwd                    
    T3 trail  21.50% ->        92 [x]      |   2-ATR: 88.10                           |   - 72% x 6.53% risk                    
                                           |     (6.53% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NFLX bearish 100 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          47   49%  19.96%   +6.43%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       19   53%  23.25%   +9.14%     |   29.37% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     48   17%   6.93%   -4.29%     |   very few last this long, 28% WR
    TREND (BEAR below MA)          18   28%  10.64%   -1.76% <   |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 6.53% risk)                        |   Stop: 86.47 (4.56% away)

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  Palantir (PLTR) (PLTR)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading PLTR …
  1357 rows  |  2020-09-30 → 2026-02-25
  Regression: 830 day lookback  R²=0.9578

  DONCHIAN SLIM  -  PLTR  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-02  (bar 36)  -  TREND
  Entry: 167.86 -> Current: 134.19  (+20.06%)  Pool: all BEAR  (n=17)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 59th                           |   Current: 20.06% (94th pctile)          |   WR: 11.8%                             
    Median: 26 bars  Mean: 35              |   MFE: 24.80% (retaining 81%)            |   Surv: 41.2%  (>=36 bars)              
    P75: 42  P90: 65                       |   Hist med: -19.86% avg: -12.65%         |   From here: 14% pos (n=7)              
                                           |                                          |   Med remaining: -11.64%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 167.86)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.26% ->       159 [x]      |   DC Upper: 165.08                       |   EV: -11.54% [!]                       
    T2        10.30% ->       151 [x]      |     (23.02% risk)                        |   WR 12% x 0.00% rwd                    
    T3 trail  15.67% ->       142 [x]      |   2-ATR: 151.74                          |   - 88% x 13.08% risk                   
                                           |     (13.08% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PLTR bearish 36 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (59th pctile)
    TREND (BULL above MA)          11   45%  39.13%  +10.65%     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   20.06% move is in the top tier (94th)
    SHORT THE RIP (BEAR above)      8    0%   8.46%  -13.08%     |   ~half have ended by now, 12% WR
    TREND (BEAR below MA)           6   33%  19.98%   -2.06% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 13.08% risk)                       |   Stop: 165.08 (23.02% away)

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  Oracle (ORCL) (ORCL)
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  Downloading ORCL …
  10067 rows  |  1986-03-12 → 2026-02-25
  Regression: 5000 day lookback  R²=0.9308
  DONCHIAN SLIM  -  ORCL  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-21  (bar 24)  -  TREND
  Entry: 173.88 -> Current: 147.89  (+14.95%)  Pool: BEAR below 200MA  (n=34)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 44th                           |   Current: 14.95% (91th pctile)          |   WR: 32.4%                             
    Median: 28 bars  Mean: 34              |   MFE: 22.22% (retaining 67%)            |   Surv: 55.9%  (>=24 bars)              
    P75: 48  P90: 63                       |   Hist med: -5.33% avg: -1.79%           |   From here: 17% pos (n=18)             
                                           |                                          |   Med remaining: -5.11%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 173.88)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.87% ->       171 [x]      |   DC Upper: 181.68                       |   EV: -7.48% [!]                        
    T2        10.34% ->       156 [x]      |     (22.85% risk)                        |   WR 32% x 1.60% rwd                    
    T3 trail  19.03% ->       141 [x]      |   2-ATR: 165.38                          |   - 68% x 11.82% risk                   
                                           |     (11.82% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ORCL bearish 24 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (44th pctile)
    TREND (BULL above MA)          80   50%  14.31%   +1.24%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       33   61%  18.75%   +6.71%     |   14.95% move is in the top tier (91th)
    SHORT THE RIP (BEAR above)     79   27%   6.53%   -6.95%     |   ~half have ended by now, 32% WR
    TREND (BEAR below MA)          34   32%  10.41%   -4.63% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 11.82% risk)                       |   Stop: 181.68 (22.85% away)


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  AMD (AMD) (AMD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading AMD …
  11580 rows  |  1980-03-17 → 2026-02-25
  Regression: 3360 day lookback  R²=0.9131
  DONCHIAN SLIM  -  AMD  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 13)  -  SHORT THE RIP
  Entry: 192.50 -> Current: 210.86  (-9.54%)  Pool: BEAR above 200MA  (n=68)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 10th                           |   Current: -9.54% (41th pctile)          |   WR: 33.8%                             
    Median: 34 bars  Mean: 41              |   Hist med: -7.37% avg: -1.89%           |   Surv: 89.7%  (>=13 bars)              
    P75: 55  P90: 92                       |                                          |   From here: 27% pos (n=59)             
                                           |                                          |   Med remaining: -6.10%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 192.50)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         4.40% ->       184 [ ]      |   DC Upper: 260.53                       |   EV: -1.41% [!]                        
    T2        12.02% ->       169 [ ]      |     (23.56% risk)                        |   WR 34% x 20.22% rwd                   
    T3 trail  21.42% ->       151 [ ]      |   2-ATR: 237.16                          |   - 66% x 12.47% risk                   
                                           |     (12.47% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AMD bearish 13 bars
    ---------------------------- ---- ----- ------- --------     |   still early (10th pctile)
    TREND (BULL above MA)          69   35%  17.76%   -1.96%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       62   47%  25.53%   +5.30%     |   -9.54% gain is around typical (41th)
    SHORT THE RIP (BEAR above)     68   34%  12.61%   -3.99% <   |   most trends still going, 34% WR
    TREND (BEAR below MA)          62   42%  17.35%   +0.03%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 12.47% risk)                       |   Stop: 260.53 (23.56% away)


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  MicroStrategy (MSTR) (MSTR)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading MSTR …
  6970 rows  |  1998-06-11 → 2026-02-25
  Regression: 950 day lookback  R²=0.8267
  DONCHIAN SLIM  -  MSTR  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-29  (bar 18)  -  TREND
  Entry: 143.19 -> Current: 135.65  (+5.27%)  Pool: BEAR below 200MA  (n=33)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 27th                           |   Current: 5.27% (64th pctile)           |   WR: 36.4%                             
    Median: 32 bars  Mean: 36              |   MFE: 27.25% (retaining 19%)            |   Surv: 72.7%  (>=18 bars)              
    P75: 49  P90: 63                       |   Hist med: -7.31% avg: -0.78%           |   From here: 33% pos (n=24)             
                                           |                                          |   Med remaining: -5.27%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 143.19)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         4.62% ->       137 [x]      |   DC Upper: 165.72                       |   EV: -6.93% [!]                        
    T2        13.84% ->       123 [x]      |     (22.17% risk)                        |   WR 36% x 12.27% rwd                   
    T3 trail  31.56% ->        98 [ ]      |   2-ATR: 159.93                          |   - 64% x 17.90% risk                   
                                           |     (17.90% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MSTR bearish 18 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (27th pctile)
    TREND (BULL above MA)          42   48%  16.85%   -1.35%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       34   47%  25.44%   +2.50%     |   5.27% move is larger than most (64th)
    SHORT THE RIP (BEAR above)     42   31%  11.66%   -8.75%     |   most trends still going, 36% WR
    TREND (BEAR below MA)          33   36%  16.67%   -5.33% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 17.90% risk)                       |   Stop: 165.72 (22.17% away)


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  Robinhood (HOOD) (HOOD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading HOOD …
  1149 rows  |  2021-07-29 → 2026-02-25
  Regression: 620 day lookback  R²=0.9417

  DONCHIAN SLIM  -  HOOD  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-11-20  (bar 64)  -  TREND
  Entry: 106.21 -> Current: 77.53  (+27.00%)  Pool: all BEAR  (n=9)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 78th                           |   Current: 27.00% (100th pctile)         |   WR: 22.2%                             
    Median: 30 bars  Mean: 37              |   MFE: 34.83% (retaining 78%)            |   Surv: 22.2%  (>=64 bars)              
    P75: 45  P90: 74                       |   Hist med: -8.98% avg: -8.25%           |   From here: 0% pos (n=2)               
                                           |                                          |   Med remaining: -15.77%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 106.21)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.81% ->       100 [x]      |   DC Upper: 107.25                       |   EV: -11.65% [!]                       
    T2         9.94% ->        96 [x]      |     (38.33% risk)                        |   WR 22% x 3.19% rwd                    
    T3 trail  33.99% ->        70 [x]      |   2-ATR: 89.85                           |   - 78% x 15.89% risk                   
                                           |     (15.89% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   HOOD bearish 64 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (78th pctile)
    TREND (BULL above MA)           7   86%  67.07%  +55.22%     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   27.00% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)      5   20%   0.00%        -     |   majority already reversed, 22% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 15.89% risk)                       |   Stop: 107.25 (38.33% away)

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  Circle (CRCL) (CRCL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading CRCL …
  182 rows  |  2025-06-05 → 2026-02-25
  ⚠ REGRESSION SKIPPED: Not enough rows (182). Need ≥305.

  DONCHIAN SLIM  -  CRCL  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-25  (bar 0)  -  TREND
  Entry: 83.14 -> Current: 83.14  (+0.00%)  Pool: all BULL  (n=1)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: 0.00% (100th pctile)          |   WR: 0.0%                              
    Median: 22 bars  Mean: 22              |   Hist med: -21.28% avg: -21.28%         |   Surv: 100.0%  (>=0 bars)              
    P75: 22  P90: 22                       |                                          |   From here: 0% pos (n=1)               
                                           |                                          |   Med remaining: -21.28%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 83.14)                | STOP                                     | EXPECTANCY  -  TREND                    
                                           |   DC Lower: 49.90                        |   Insufficient data                     
                                           |     (39.98% risk)                        |                                         
                                           |   2-ATR: 71.51                           |                                         
                                           |     (13.99% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   CRCL bullish 0 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   0.00% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   most trends still going, 0% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 13.99% risk)                       |   Stop: 49.90 (39.98% away)


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  Bitcoin (BTC) (BTC-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading BTC-USD …
  4180 rows  |  2014-09-17 → 2026-02-25
  Regression: 1350 day lookback  R²=0.8889
  DONCHIAN SLIM  -  BTC-USD  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-25  (bar 31)  -  TREND
  Entry: 86,572.22 -> Current: 68,336.35  (+21.06%)  Pool: BEAR below 200MA  (n=12)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 21.06% (83th pctile)          |   WR: 50.0%                             
    Median: 30 bars  Mean: 48              |   MFE: 30.61% (retaining 69%)            |   Surv: 50.0%  (>=31 bars)              
    P75: 58  P90: 94                       |   Hist med: -0.49% avg: 4.63%            |   From here: 50% pos (n=6)              
                                           |                                          |   Med remaining: -0.70%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 86,572.22)            | STOP                                     | EXPECTANCY  -  TREND                    
    T1         9.81% ->    78,083 [x]      |   DC Upper: 72,206.91                    |   EV: -3.94% [!]                        
    T2        15.67% ->    73,003 [x]      |     (5.66% risk)                         |   WR 50% x 1.66% rwd                    
    T3 trail  24.98% ->    64,943 [x]      |   2-ATR: 74,845.94                       |   - 50% x 9.53% risk                    
                                           |     (9.53% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   BTC-USD bearish 31 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          24   58%  24.98%  +10.60%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       17   53%  34.98%  +14.04%     |   21.06% move is larger than most (83th)
    SHORT THE RIP (BEAR above)     28   36%  11.81%   -1.91%     |   ~half have ended by now, 50% WR
    TREND (BEAR below MA)          12   50%  16.82%   +3.65% <   |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 9.53% risk)                        |   Stop: 72,206.91 (5.66% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Ethereum (ETH) (ETH-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ETH-USD …
  3031 rows  |  2017-11-09 → 2026-02-25
  Regression: 2760 day lookback  R²=0.6838
  DONCHIAN SLIM  -  ETH-USD  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-20  (bar 36)  -  TREND
  Entry: 2,935.61 -> Current: 2,077.73  (+29.22%)  Pool: BEAR below 200MA  (n=10)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 29.22% (90th pctile)          |   WR: 30.0%                             
    Median: 36 bars  Mean: 39              |   MFE: 40.43% (retaining 72%)            |   Surv: 50.0%  (>=36 bars)              
    P75: 44  P90: 80                       |   Hist med: -9.76% avg: 0.10%            |   From here: 40% pos (n=5)              
                                           |                                          |   Med remaining: -8.02%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,935.61)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.98% ->     2,760 [x]      |   DC Upper: 2,148.12                     |   EV: -7.98% [!]                        
    T2         9.11% ->     2,668 [x]      |     (3.39% risk)                         |   WR 30% x 0.00% rwd                    
    T3 trail  23.92% ->     2,233 [x]      |   2-ATR: 2,314.61                        |   - 70% x 11.40% risk                   
                                           |     (11.40% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ETH-USD bearish 36 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          11   55%  29.18%  +10.73%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       16   50%  29.40%   +9.00%     |   29.22% move is in the top tier (90th)
    SHORT THE RIP (BEAR above)     16   38%  17.81%   -0.45%     |   ~half have ended by now, 30% WR
    TREND (BEAR below MA)          10   30%  13.00%   -4.08% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 11.40% risk)                       |   Stop: 2,148.12 (3.39% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Solana (SOL) (SOL-USD)
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  Downloading SOL-USD …
  2148 rows  |  2020-04-10 → 2026-02-25
  Regression: 1240 day lookback  R²=0.6810
  DONCHIAN SLIM  -  SOL-USD  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-25  (bar 31)  -  TREND
  Entry: 118.77 -> Current: 88.84  (+25.20%)  Pool: BEAR below 200MA  (n=10)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 40th                           |   Current: 25.20% (80th pctile)          |   WR: 30.0%                             
    Median: 38 bars  Mean: 41              |   MFE: 42.17% (retaining 60%)            |   Surv: 60.0%  (>=31 bars)              
    P75: 57  P90: 63                       |   Hist med: -3.87% avg: 3.45%            |   From here: 17% pos (n=6)              
                                           |                                          |   Med remaining: -6.33%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 118.77)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1        16.77% ->        99 [x]      |   DC Upper: 91.08                        |   EV: -6.96% [!]                        
    T2        20.13% ->        95 [x]      |     (2.52% risk)                         |   WR 30% x 7.17% rwd                    
    T3 trail  41.28% ->        70 [x]      |   2-ATR: 100.41                          |   - 70% x 13.02% risk                   
                                           |     (13.02% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SOL-USD bearish 31 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (40th pctile)
    TREND (BULL above MA)           9   33%  40.90%   +4.96%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       11   55%  40.19%  +16.00%     |   25.20% move is larger than most (80th)
    SHORT THE RIP (BEAR above)      9   33%  24.50%   -0.51%     |   ~half have ended by now, 30% WR
    TREND (BEAR below MA)          10   30%  26.06%   -1.29% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 13.02% risk)                       |   Stop: 91.08 (2.52% away)


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  BNB (BNB-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading BNB-USD …
  3031 rows  |  2017-11-09 → 2026-02-25
  Regression: 3030 day lookback  R²=0.8168
  DONCHIAN SLIM  -  BNB-USD  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-31  (bar 25)  -  TREND
  Entry: 780.48 -> Current: 631.28  (+19.12%)  Pool: BEAR below 200MA  (n=14)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 29th                           |   Current: 19.12% (71th pctile)          |   WR: 35.7%                             
    Median: 40 bars  Mean: 43              |   MFE: 26.11% (retaining 73%)            |   Surv: 71.4%  (>=25 bars)              
    P75: 52  P90: 83                       |   Hist med: -4.76% avg: 1.21%            |   From here: 20% pos (n=10)             
                                           |                                          |   Med remaining: -4.92%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 780.48)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         4.38% ->       746 [x]      |   DC Upper: 668.40                       |   EV: -4.19% [!]                        
    T2        11.83% ->       688 [x]      |     (5.88% risk)                         |   WR 36% x 4.47% rwd                    
    T3 trail  29.97% ->       547 [ ]      |   2-ATR: 688.13                          |   - 64% x 9.01% risk                    
                                           |     (9.01% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   BNB-USD bearish 25 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (29th pctile)
    TREND (BULL above MA)          15   40%  23.37%   +3.95%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       13   54%  24.29%   +8.92%     |   19.12% move is larger than most (71th)
    SHORT THE RIP (BEAR above)     14   36%  18.57%   +0.84%     |   most trends still going, 36% WR
    TREND (BEAR below MA)          14   36%  15.39%   -0.29% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 9.01% risk)                        |   Stop: 668.40 (5.88% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  TRON (TRX) (TRX-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading TRX-USD …
  3031 rows  |  2017-11-09 → 2026-02-25
  Regression: 1210 day lookback  R²=0.9512

  DONCHIAN SLIM  -  TRX-USD  |  2026-02-25
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-21  (bar 4)  -  BUY THE DIP
  Entry: 0.29 -> Current: 0.29  (-1.04%)  Pool: BULL below 200MA  (n=11)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: -1.04% (55th pctile)          |   WR: 45.5%                             
    Median: 38 bars  Mean: 51              |   MFE: 0.74% (retaining -141%)           |   Surv: 100.0%  (>=4 bars)              
    P75: 56  P90: 84                       |   Hist med: -1.37% avg: 8.09%            |   From here: 45% pos (n=11)             
                                           |                                          |   Med remaining: -3.88%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 0.29)                 | STOP                                     | EXPECTANCY  -  BUY THE DIP              
    T1         6.48% ->         0 [ ]      |   DC Lower: 0.27                         |   EV: +14.21% [+]                       
    T2        29.36% ->         0 [ ]      |     (6.22% risk)                         |   WR 45% x 35.07% rwd                   
    T3 trail  65.16% ->         0 [ ]      |   2-ATR: 0.28                            |   - 55% x 3.18% risk                    
                                           |     (3.18% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   TRX-USD bullish 4 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          14   64%  30.22%  +18.29%     |   This is a buy the dip setup
    BUY THE DIP (BULL below)       11   45%  33.67%  +13.57% <   |   -1.04% gain is around typical (55th)
    SHORT THE RIP (BEAR above)     16   38%  14.77%   +3.55%     |   most trends still going, 45% WR
    TREND (BEAR below MA)          10   40%  15.46%   +4.28%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 3.18% risk)                        |   Stop: 0.27 (6.22% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Sui (SUI) (SUI-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SUI-USD …
  810 rows  |  2022-03-18 → 2024-06-04
  Regression: 470 day lookback  R²=0.6905

  DONCHIAN SLIM  -  SUI-USD  |  2024-06-04
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2024-04-12  (bar 53)  -  TREND
  Entry: 0.00 -> Current: 0.00  (-14.94%)  Pool: all BEAR  (n=5)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 80th                           |   Current: -14.94% (40th pctile)         |   WR: 20.0%                             
    Median: 39 bars  Mean: 59              |   MFE: 54.02% (retaining -28%)           |   Surv: 20.0%  (>=53 bars)              
    P75: 46  P90: 122                      |   Hist med: -14.26% avg: -37.65%         |   From here: 100% pos (n=1)             
                                           |                                          |   Med remaining: 21.14%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 0.00)                 | STOP                                     | EXPECTANCY  -  TREND                    
                                           |   DC Upper: 0.00                         |   Insufficient data                     
                                           |     (130.00% risk)                       |                                         
                                           |   2-ATR: 0.00                            |                                         
                                           |     (51.73% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SUI-USD bearish 53 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (80th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   -14.94% gain is around typical (40th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   very few last this long, 20% WR
    TREND (BEAR below MA)           -     -       -        -     |   history favours more (100%)
    (EV = WR x MFE - (1-WR) x 51.73% risk)                       |   Stop: 0.00 (130.00% away)


================================================================================
  SUMMARY — BEST-FIT REGRESSION FOR ALL TICKERS
================================================================================
Ticker         Name                         Lookback       R²      P-Value
--------------------------------------------------------------------------------
^GSPC          S&P 500                          4230   0.9809     0.00e+00
^NDX           Nasdaq 100                       4250   0.9846     0.00e+00
^RUT           Russell 2000                     4180   0.9084     0.00e+00
ES=F           S&P 500 Futures (ES)             4230   0.9812     0.00e+00
NQ=F           Nasdaq 100 Futures (NQ)          4250   0.9849     0.00e+00
SMH            Semiconductors (SMH)             3660   0.9758     0.00e+00
MAGS           Magnificent 7 (MAGS)              720   0.9381     0.00e+00
XLK            Tech Select (XLK)                4370   0.9846     0.00e+00
URA            Uranium (URA)                    1810   0.8620     0.00e+00
DX-Y.NYB       US Dollar Index (DXY)            4650   0.7607     0.00e+00
USDJPY=X       USD/JPY                          1740   0.8568     0.00e+00
EURUSD=X       EUR/USD                           330   0.7802    6.03e-110
GC=F           Gold                              610   0.9637     0.00e+00
SI=F           Silver                            300   0.8239    2.03e-114
NG=F           Natural Gas                       520   0.5927    4.10e-103
CL=F           Crude Oil (WTI)                   510   0.7860    3.33e-172
HG=F           Copper                           2670   0.7849     0.00e+00
PL=F           Platinum                          300   0.8968    5.22e-149
PA=F           Palladium                         300   0.8618    4.11e-130
GOOGL          Alphabet (GOOGL)                 4390   0.9775     0.00e+00
AMZN           Amazon (AMZN)                    5000   0.9615     0.00e+00
AAPL           Apple (AAPL)                     5000   0.9753     0.00e+00
TSLA           Tesla (TSLA)                     3930   0.9112     0.00e+00
META           Meta (META)                       930   0.8736     0.00e+00
MSFT           Microsoft (MSFT)                 3760   0.9814     0.00e+00
NVDA           NVIDIA (NVDA)                    3470   0.9697     0.00e+00
NFLX           Netflix (NFLX)                   5000   0.9304     0.00e+00
PLTR           Palantir (PLTR)                   830   0.9578     0.00e+00
ORCL           Oracle (ORCL)                    5000   0.9308     0.00e+00
AMD            AMD (AMD)                        3360   0.9131     0.00e+00
MSTR           MicroStrategy (MSTR)              950   0.8267     0.00e+00
HOOD           Robinhood (HOOD)                  620   0.9417     0.00e+00
BTC-USD        Bitcoin (BTC)                    1350   0.8889     0.00e+00
ETH-USD        Ethereum (ETH)                   2760   0.6838     0.00e+00
SOL-USD        Solana (SOL)                     1240   0.6810    1.94e-309
BNB-USD        BNB                              3030   0.8168     0.00e+00
TRX-USD        TRON (TRX)                       1210   0.9512     0.00e+00
SUI-USD        Sui (SUI)                         470   0.6905    2.87e-121

⚠ Skipped 1 ticker(s):
  CRCL           Circle (CRCL)                regression: Not enough rows (182). Need ≥305.
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